Read e-book online Guide to Optimal Operational Risk and BASEL II PDF

By Ioannis S. Akkizidis,Vivianne Bouchereau

consultant to optimum Operational danger and Basel II provides the main elements of operational probability administration which are additionally aligned with the Basel II standards. This quantity presents distinctive counsel for the layout and implementation of an effective operational probability administration approach. It comprises all parts of overview, together with operational chance identity, size, modeling, and tracking research, besides assessment research and the estimation of capital requirements.

The authors additionally handle the handling and controlling of operational dangers together with operational possibility profiling, possibility optimization, rate & optimum source allocation, decision-making, and layout of optimum threat policies.

Divided into 4 elements, this publication starts off by way of introducing the assumption of operational hazards and the way they impact monetary corporations. This part additionally specializes in the most facets of coping with operational dangers. the second one half makes a speciality of the necessities of an operational danger administration framework in line with the Basel II Accord. The 3rd half makes a speciality of all phases of operational danger review, and the fourth half specializes in the keep watch over and administration phases. All of those levels mix to enforce effective and optimum operational chance administration systems.

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Guide to Optimal Operational Risk and BASEL II by Ioannis S. Akkizidis,Vivianne Bouchereau

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